Hypothetical capital of CCP

Reference date:

June 30, 2020

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

9.11

3 277.90

12.39

32.35

C-factor

0.17%

44.75%

0.50%

2.16%

DFCM

3 000.00

2 325.00

960.00

500.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB